斯莱特 Slater's condition

Slater's condition

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In mathematics, Slater's condition (or Slater condition) is a sufficient condition for strong duality to hold for a convex optimization problem. This is a specific example of a constraint qualification. In particular, if Slater's condition holds for the primal problem, then the duality gap is 0, and if the dual value is finite then it is attained.^[1]

[edit]Mathematics

Given the problem

with  convex (and therefore a convex optimization problem). Then strong duality holds if there exists an  (where relint is the relative interior and ) such that

 and

^[2]

If the first  constraints,  are linear functions, then strong duality holds if there exists an  such that

 and

^[2]

[edit]Generalized Inequalities

Given the problem

where  is convex and  is -convex for each . Then Slater's condition says that if there exists an  such that

 and

then strong duality holds.^[2]

[edit]References

1. ^ Borwein, Jonathan; Lewis, Adrian (2006). Convex Analysis and Nonlinear Optimization: Theory and Examples (2 ed.). Springer. ISBN 978-0-387-29570-1.
2. ^ ^a b c Boyd, Stephen; Vandenberghe, Lieven (2004) (pdf). Convex Optimization. Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 3, 2011.